I wrote to PRT about the issue and they told me that
“Dear Mr.,
He does not see the opening of the position in the backtest as the screenshot he sent us because he started his strategy on 21/02/2018 at 14:31:11 (London time) instead of 05:00 as indicated in his code.
Cordially,
ProRealTime Support
Tel: +39 02 6006 3018”
And i did again the BT now the trade is the same of LT.
Goodmorning to everybody and special thanks to Reiner for his availability, he took available his pathfinder system. I noticed that when I use pathfinder in real way the operations are different from those executed on backtest. I also noticed that, in real way, the operations depend on the time when you launch the system. My question is: what is the right moment you have to launch the system? What is the right time in order to the operations in real way coincide with those in backtest way? Thanks a lot for an eventual answer.
I increased the StartRisk to 4 and PositionSize to 5, but yesterday Pathfinder US500 tried to open a short position with 4 contracts at 13.00. Anyone else?
wp01Participant
Master
@dajvop,
I’m not running it, but do you see it at rejected in the tradelog?
Because something simulair weird happened at the Nasdaq 4H.
It said it closed it’s long at 09.00 and went short at the same time, but in fact 1 position was stopped out at the end of the day and the other one is still running. No short at all.
According to the BT the short also closed already with a profit. The same as with the US500.
Since the dynamic positionsize the BT’s are not in line with the live trades because the live version is activated recently and BT increased multiple times the positions since the start of the BT in 2010/2011.
Regards,
I increased the StartRisk to 4 and PositionSize to 5, but yesterday Pathfinder US500 tried to open a short position with 4 contracts at 13.00. Anyone else?
Yes, you have to modify the start risk to 5
// dynamic scaling of the chance/risk profile depending on account size
ONCE startRisk = 5 // start risk level e.g 0.25 - 25%, 0.5 - 50%, 0.75 - 75%, 1 - 100% and so on
ONCE maxRisk = 50 // max risk level e.g 1.5 - 150%
ONCE increaseRiskLevel = 2500 // amount of profit from which the risk is to be increased
ONCE increaseRiskStep = 1 // step by which the risk should be increased
// size calculation: size = positionSize * trendMultiplier * saisonalPatternMultiplier * scaleFactor
ONCE positionSize = 1 // default start size
ONCE trendMultiplier = 2 // >1 with dynamic position
@wp01
Yes, US500 was rejected in the tradelog.
So, how do we make the system believe that is has been running since the start of the BT?
wp01Participant
Master
I’ve been thinking about this since i noticed this earlier when the latest version was released.
You can check if your BT and live trade are in sync by change the date of the BT to the same date is in ProOrder.
For now it is probably just a month, but for example the Nasdaq. I activated it the February the 25th. That was a Sunday, but if you add the 26th. of February in your BT you see the results.
If you go to ProOrder you can click on the right at “view performance”. As you know you see there your live trades. You can compare these to the ones in the backtest.
Of course it is now just a couple of trades because it is just started but after a while it will pile up until a new version is released.
Afterwards you can set the BT to the normal history.
Regards,
Puh .. losses are piling up:
Wall Street -859€, Us Tech 100 -283€, FTSE ~-400€, South Africa 40 -822€, US Tech -285€
Not a good time for algo trading atm.
Puh .. losses are piling up: Wall Street -859€, Us Tech 100 -283€, FTSE ~-400€, South Africa 40 -822€, US Tech -285€ Not a good time for algo trading atm.
yeah :\ only CL +160€
even the swing have heavy loss for now
HSI also with a big loss and Dax also does not look too good.
:-/
HSI also with a big loss and Dax also does not look too good. :-/
Don’t worry, in the next version, the bad days will be optimized away…
😀
Drawdowns are always part of the game…
Hi guys,
I’m running the last version Pathfinder HS 4H V7 2018-1, on a limited risk account, and I have a strange behaviour.
The strategy was stopped, and when i look at the log, it say something like: ‘the strategy was stopped due to an external reason, like the modification of an order, from something different from Proorder’
I’v attached the message (but in French).
I’m in touch with IG, they said that the strategy was stopped due to an external reason….thanks for this help. So I asked to PRT to investigate.
Am I the only one with this issue?
Am I the only one with this issue?
No. See here for a related thread:
Strategy stopped due to interface other than ProOrder
Don’t worry, in the next version, the bad days will be optimized away…
Your irony is fantastic! I would suggest a simple time based filter – there must be a time that if you always sold at it would avoid most of the losses.
